Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48346.45 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46145.81 Kr¶

PnL: ---------------------------------------> -2076.44 Kr¶

DD now: ---------------------------------> -7.156 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:28:08.347042'

Anic Portfolio¶

Today¶

Return: -0.257 %¶

This Week¶

Return: -0.257 %¶

Total¶

Return: 58.274 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.790000 841.500000 143.500000 20.560000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -1.960000 711.550000 25.550000 3.720000 686.000016
Tietoevry 2 -1.270000 653.200000 15.200000 2.380000 638.000000
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
G5 Entertainment 3 -0.730000 570.600000 -1.400000 -0.240000 572.000001
SKF B 3 -3.590000 592.650000 -3.350000 -0.560000 596.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
ITAB Shop Concept 56 -0.970000 685.440000 -5.560000 -0.800000 691.000016
Embracer Group B 14 -4.120000 681.100000 -7.900000 -1.150000 689.000004
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.530000 502.800000 -11.200000 -2.180000 514.000000
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
Loomis 6 -2.030000 2025.600000 -17.400000 -0.850000 2043.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna B 7 -2.870000 615.020000 -24.980000 -3.900000 639.999997
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Avanza Bank Holding 2 -7.070000 476.000000 -35.000000 -6.850000 511.000000
Collector Bank 29 -6.020000 1194.800000 -39.200000 -3.180000 1233.999996
Swedbank A 3 -3.440000 576.600000 -41.400000 -6.700000 618.000000
Lagercrantz Group B 5 -2.330000 565.500000 -41.500000 -6.840000 607.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Norva24 Group 12 -2.020000 360.480000 -46.770000 -11.480000 407.250000
Nordea Bank Abp 30 -3.770000 3710.400000 -52.600000 -1.400000 3762.999990
Mips 1 -2.580000 471.100000 -57.900000 -10.950000 529.000000
Dustin Group 18 -4.720000 610.200000 -59.800000 -8.930000 669.999996
AFRY 3 -2.640000 520.200000 -74.800000 -12.570000 594.999999
Viaplay Group B 4 -5.860000 944.000000 -93.000000 -8.970000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -2.990000 551.140000 -131.860000 -19.310000 683.000007
Beijer Alma B 9 -2.900000 1809.000000 -145.000000 -7.420000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46151.680000 -2070.570000 -7.14553% 48222.250041

Updated:¶

'2023-03-13 12:27:14.398827'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶